Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52165.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48038.74 Kr¶

PnL: ---------------------------------------> -893.26 Kr¶

DD now: ---------------------------------> -1.797 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:40:39.202362'

Anic Portfolio¶

Today¶

Return: 0.175 %¶

This Week¶

Return: -0.287 %¶

Total portfolio value¶

Return including deposits: 70.777 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 -1.020000 873.000000 28.000000 3.310000 845.000001
Volati 5 4.890000 601.000000 27.000000 4.700000 574.000000
Biotage 4 0.640000 628.000000 25.000000 4.150000 603.000000
Vitrolife 3 0.950000 699.000000 22.000000 3.250000 677.000001
Addtech B 3 0.670000 720.000000 20.000000 2.860000 699.999999
SynAct Pharma 9 0.960000 664.200000 19.200000 2.980000 645.000003
BHG Group 49 -0.520000 653.660000 14.660000 2.290000 638.999984
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Svolder B 35 -0.240000 2187.500000 8.500000 0.390000 2179.000005
NCC B 7 0.590000 660.450000 6.450000 0.990000 653.999997
Fortnox 10 -0.350000 674.000000 6.000000 0.900000 668.000000
Latour B 2 -0.090000 451.600000 2.600000 0.580000 449.000000
Addnode Group B 6 -0.870000 753.600000 1.600000 0.210000 751.999998
Embracer Group B 26 -1.700000 663.130000 1.130000 0.170000 661.999988
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Humana 40 1.090000 669.600000 -4.400000 -0.650000 674.000000
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Investor B 3 -0.210000 647.400000 -10.600000 -1.610000 657.999999
Sdiptech B 3 -1.670000 810.600000 -11.400000 -1.390000 822.000000
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
Lime Technologies 2 -2.400000 569.000000 -24.000000 -4.050000 593.000000
BONESUPPORT HOLDING 10 -1.320000 1194.000000 -30.000000 -2.450000 1224.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.490000 2502.400000 -34.600000 -1.360000 2537.000032
Creades A 7 0.570000 551.950000 -59.050000 -9.660000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.280000 3456.000000 -89.000000 -2.510000 3545.000000
Wästbygg Gruppen B 80 2.980000 2768.000000 -103.000000 -3.590000 2871.000000
Sedana Medical 135 1.240000 4185.000000 -146.000000 -3.370000 4330.999935
New Wave B 40 0.190000 3767.200000 -148.800000 -3.800000 3916.000000
Bactiguard Holding B 37 1.010000 2601.100000 -365.900000 -12.330000 2966.999993
TOTAL 48038.740000 -893.260000 -1.79694% 48931.999868

Updated:¶

'2023-06-14 09:40:55.597436'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶